
In the scenario we consider \(M_X\)  is orthogonal. For orthogonal martingale measures, the covariation \(Q_{M_X}\)  simplifies to \(Q([0,t], B, B ) = \nu ([0,t], B)\)  with \(\nu \)  being a measure on \(\mathbb {R}^d \times [0,T]\) . From Example 7.1.3 in [1]} we know that \(\nu \)  has the following form if \(M_X\)  is the martingale measure associated with the \(B(A,c)\) -superprocess:
\(\nu ( ds, dx) = c X(s)(dx) ds.\) 
